Publication:4657955

zbMath1063.60087MaRDI QIDQ4657955

Xinxiu Sun, Xiaoqing Xiao, ZengWu Wang

Publication date: 14 March 2005

zbMATH Keywords

\(g\)-expectation; Itô formula; BSDE

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

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